mirror of
https://github.com/c9s/bbgo.git
synced 2024-11-23 15:25:14 +00:00
37 lines
920 B
Go
37 lines
920 B
Go
package indicator
|
|
|
|
import (
|
|
"encoding/json"
|
|
"testing"
|
|
|
|
"github.com/c9s/bbgo/pkg/fixedpoint"
|
|
"github.com/stretchr/testify/assert"
|
|
)
|
|
|
|
/*
|
|
import pandas as pd
|
|
|
|
data = pd.Series([0,1,2,3,4,5,6,7,8,9,0,1,2,3,4,5,6,7,8,9,0,1,2,3,4,5,6,7,8,9])
|
|
ma1 = data.diff(1).ewm(span=25, adjust=False).mean()
|
|
ma2 = ma1.ewm(span=13, adjust=False).mean()
|
|
ma3 = data.diff(1).abs().ewm(span=25, adjust=False).mean()
|
|
ma4 = ma3.ewm(span=13, adjust=False).mean()
|
|
print(ma2/ma4*100.)
|
|
*/
|
|
|
|
func Test_TSI(t *testing.T) {
|
|
var randomPrices = []byte(`[0, 1, 2, 3, 4, 5, 6, 7, 8, 9, 0, 1, 2, 3, 4, 5, 6, 7, 8, 9, 0, 1, 2, 3, 4, 5, 6, 7, 8, 9]`)
|
|
var input []fixedpoint.Value
|
|
if err := json.Unmarshal(randomPrices, &input); err != nil {
|
|
panic(err)
|
|
}
|
|
tsi := TSI{}
|
|
klines := buildKLines(input)
|
|
for _, kline := range klines {
|
|
tsi.PushK(kline)
|
|
}
|
|
assert.Equal(t, tsi.Length(), 29)
|
|
Delta := 1.5e-2
|
|
assert.InDelta(t, tsi.Last(), 22.89, Delta)
|
|
}
|